Sébastien Lleo
Sébastien Lleo publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Financial Markets and Investment Strategies, Stochastic processes and financial applications and Risk and Portfolio Optimization.
- World rank
- #1,441,304 of 1,633,909 ranked researchers
- Rank in France
- #86,704 of 96,116
- Works
- 30
- Citations
- 29
- Citations per work
- 1.0
What does Sébastien Lleo research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance41% of their works
- 2Economics and Econometrics20% of their works
- 3Management Science and Operations Research12% of their works
- 4Artificial Intelligence6% of their works
- 5Ocean Engineering4% of their works
- 6Statistical and Nonlinear Physics4% of their works
Research topics
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Risk and Portfolio Optimization
- Economic theories and models
- Insurance and Financial Risk Management
- Reservoir Engineering and Simulation Methods
- Forecasting Techniques and Applications
- Banking stability, regulation, efficiency
Which keywords describe Sébastien Lleo's research?
The keywords of their largest research topics: Asset Pricing, Market Efficiency, Stock Returns, Economic Growth, Option Pricing, Risk Management, Stochastic Calculus and Finance.
- Time Series
- Forecasting
- Credit
- Robust Optimization
- Insurance
- Competitive Economy
- Regulation
- Finance
- Risk Management
- Economic Growth
- Market Efficiency
- Asset Pricing
- Stock Returns
- Option Pricing
- Stochastic Calculus
- Liquidity
- Catastrophe Bonds
- Conditional Value-at-Risk
- Monetary Equilibrium
- Banking
- Ensemble Kalman Filter
- Optimization
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 22 words, with their numbers
- Asset Pricing122 topics
- Market Efficiency91 topic
- Stock Returns91 topic
- Economic Growth62 topics
- Option Pricing61 topic
- Risk Management62 topics
- Stochastic Calculus61 topic
- Finance52 topics
- Liquidity52 topics
- Regulation52 topics
- Catastrophe Bonds31 topic
- Competitive Economy31 topic
- Conditional Value-at-Risk31 topic
- Insurance31 topic
- Monetary Equilibrium31 topic
- Robust Optimization31 topic
- Banking21 topic
- Credit21 topic
- Ensemble Kalman Filter21 topic
- Forecasting21 topic
- Optimization21 topic
- Time Series21 topic
Where does Sébastien Lleo work?
Sébastien Lleo's main affiliation in the publication record is NEOMA Business School, France.
How many publications and citations does Sébastien Lleo have?
Science Explorer counts 30 works and 29 citations for Sébastien Lleo, ranking #1,441,304 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.